+52.0%
OKLO vs BIYA
-99.8%
+151.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +3.5% |
| 7D | +2.8% | +1.3% | +1.5% | +2.9% |
| 30D | -4.0% | -21.0% | +17.0% | -4.6% |
| 3M | -36.9% | -74.3% | +37.4% | -37.8% |
| 6M | -37.1% | -84.6% | +47.5% | -35.3% |
| YTD | -42.5% | -94.2% | +51.7% | -40.8% |
| 1Y | -40.7% | -98.2% | +57.5% | -38.6% |
| All | +52.0% | -99.8% | +151.7% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BIYA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling